Product information
Contract specifications
 
 
PSI 20 INDEX FUTURE
 


Codes and classification
Mnemo PSI Market NYSE Liffe Lisbon Vol. 122 19/11/09
    Currency O.I. 2,008
 PSI 20 Index Futures
Unit of trading Contract valued at €1 per index point (e.g. value €7,650 at 7650)
Delivery months March, June, September, December (nearest four available for trading)
Quotation Index points (e.g. 7650)
Minimum price movement
(tick size and value)
1 / €1.00
Last trading day 16.40 Lisbon time. Third Friday in delivery month. In the event of the third Friday not being a business day, the Last Trading Day shall normally be the last business day preceding the third Friday
EDSP published 16:40 Lisbon time.
Delivery day First business day after the Last Trading Day
Trading hours 08.00 – 16.40 Lisbon time
Related documentation
PSI 20 Index Futures
Last update 19/02/07

Euronext.liffe market: Lisbon

Trading Platform:

  • LIFFE CONNECT® Trading Host
  • Algorithm: Price-time trading algorithm
  • Wholesale Services: Block trading, Basis trading, Bclear (cleared via London market under separate Exchange contract code) 

Exchange Delivery Settlement Price (EDSP): The cash market closing price of the PSI 20 Index (16.40 Lisbon time) on the Last Trading Day

Contract Standard: Cash settlement based on the EDSP

Clearing: LCH.Clearnet S.A.